PortfoliosLab logoPortfoliosLab logo
Innovator Equity Defined Protection ETF - 6 Mo Apr...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Sep 30, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

APOC Performance Chart

Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct (APOC) is down 0.7% since the beginning of the year. APOC is currently trading at $26 per share.


Loading graphics...

S&P 500 Index

Returns By Period

Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct (APOC) has returned -0.70% so far this year and 3.82% over the past 12 months.


Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct

1D
0.29%
1M
-0.58%
YTD
-0.70%
6M
0.34%
1Y
3.82%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
1.18%
1M
5.05%
YTD
1.78%
6M
4.86%
1Y
28.88%
3Y*
18.97%
5Y*
10.81%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APOC Monthly Returns History

Based on dividend-adjusted daily data since Oct 1, 2024, APOC's average daily return is +0.01%, while the average monthly return is +0.19%. At this rate, an investment would double in approximately 30.4 years.

Historically, 79% of months were positive and 21% were negative. The best month was Apr 2026 with a return of +1.9%, while the worst month was Mar 2026 at -3.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, APOC closed higher 59% of trading days. The best single day was Apr 1, 2026 with a return of +1.2%, while the worst single day was Mar 31, 2026 at -1.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.60%-0.04%-3.07%1.88%-0.70%
20250.85%0.04%-2.38%0.22%0.86%0.67%0.60%0.56%0.40%0.41%0.28%0.40%2.90%
20240.24%1.11%-0.10%1.25%

Benchmark Metrics

Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct has an annualized alpha of 0.47%, beta of 0.12, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since October 02, 2024.

  • This ETF participated in 30.92% of S&P 500 Index downside but only 18.88% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.12 may look defensive, but with R² of 0.46 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.46 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.47%
Beta
0.12
0.46
Upside Capture
18.88%
Downside Capture
30.92%

Expense Ratio

APOC has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

APOC ranks 28 for risk / return — below 28% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


APOC Risk / Return Rank: 2828
Overall Rank
APOC Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
APOC Sortino Ratio Rank: 2929
Sortino Ratio Rank
APOC Omega Ratio Rank: 4040
Omega Ratio Rank
APOC Calmar Ratio Rank: 1717
Calmar Ratio Rank
APOC Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct (APOC) and compare them to a chosen benchmark (S&P 500 Index).


APOCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.20

-0.80

Sortino ratio

Return per unit of downside risk

2.06

3.07

-1.01

Omega ratio

Gain probability vs. loss probability

1.33

1.41

-0.09

Calmar ratio

Return relative to maximum drawdown

1.20

3.55

-2.35

Martin ratio

Return relative to average drawdown

6.55

16.01

-9.46

Explore APOC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct was 4.17%, occurring on Apr 4, 2025. Recovery took 113 trading sessions.

The current Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct drawdown is 1.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.17%Feb 20, 202532Apr 4, 2025113Sep 17, 2025145
-3.4%Feb 26, 202624Mar 31, 2026
-0.68%Jan 30, 20265Feb 5, 202613Feb 25, 202618
-0.66%Dec 27, 202410Jan 13, 20255Jan 21, 202515
-0.61%Nov 4, 202513Nov 20, 20254Nov 26, 202517

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Portfolio Analyzer

Build a portfolio with APOC

Add Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with APOC